Not sure if this will work, or be of help but in another thread on the forum I saw code like this (albeit for video):
Dim i As Intent
i.Initialize(i.ACTION_VIEW, "rtsp://111.222.333.4444")
StartActivity(i)
I think it was the second line that I changed by replacing it with the url of a non streaming video from a website and it opened in a video player app on my phone so maybe if you were to change the second line to point to the url of an mp3 file it would do the same?
It worked for video which was a standard non streaming video, so in theory it could also work for an mp3.
Dave